Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching |
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Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (English)
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23 May 2019
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optimal dividend policy
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Markov-modulated jump-diffusion process
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completely monotone jump density
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q-scale functions
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fixed point theorem
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